What do you mean by monitor? What kind of mobo do you have? Probably you want to put the temp monitor on your chiset heatsink. I beleive that's where integrated video resides. Granted, it won't be only thing generating heat on that chip. You might want to check(by that I mean look in the manual/call the manufacturer) to see if your mobo already has a temp probe on that chip. If it does, you are better of trying to use a software monitor, as that will give more accurate temps. But, if you wan't a readout on the case, then without a rather expensive monitor and client sofware, that probe is out of the question.
EDIT: The chipset should have a largeish heat sink on it. Mine is found in the approximate center of my mobo, between the PCI/AGP slots and the CPU.
EDIT AGAIN: I can't type